+643.2%
GEV vs DOV
+13.9%
+629.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.2% | +2.4% |
| 7D | +8.1% | +2.5% | +5.6% | +6.0% |
| 30D | -1.9% | -7.5% | +5.6% | +4.3% |
| 3M | +4.1% | -9.7% | +13.7% | +12.1% |
| 6M | +23.2% | -6.1% | +29.3% | +28.2% |
| YTD | +48.9% | +0.5% | +48.4% | +45.5% |
| 1Y | +62.2% | +10.5% | +51.7% | +45.6% |
| All | +643.2% | +13.9% | +629.2% | +580.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling